Sub CreateContextMenu()
    Dim cbr As CommandBar
    Dim cbb As CommandBarButton
    ' Delete the command bar if it already exists
    DeleteContextMenu
    ' Create a new command bar of type msoBarPopup
    Set cbr = CommandBars.Add(Name:="MyBar", Position:=msoBarPopup)
    With cbr
        ' Add first item
        Set cbb = .Controls.Add(type:=msoControlButton)
        With cbb
            .Caption = "Item 1"
            .Style = msoButtonCaption
            .OnAction = "MyFunc1"
        End With
        ' Add second item
        Set cbb = .Controls.Add(type:=msoControlButton)
        With cbb
            .Caption = "Item 2"
            .Style = msoButtonCaption
            .OnAction = "MyFunc2"
        End With
        ' Add third item
        Set cbb = .Controls.Add(type:=msoControlButton)
        With cbb
            .Caption = "Item 3"
            .Style = msoButtonCaption
            .OnAction = "MyFunc3"
        End With
        ' Add fourth item
        Set cbb = .Controls.Add(type:=msoControlButton)
        With cbb
            .Caption = "Item 4"
            .Style = msoButtonCaption
            .OnAction = "MyFunc4"
        End With
    End With
End Sub

' Delete the shortcut menu

Sub DeleteContextMenu()
    On Error Resume Next
    CommandBars("MyBar").Delete
End Sub

' These functions are executed by the shortcut menu items

Function MyFunc1()
    MsgBox "This is MyFunc1", vbInformation
End Function

Function MyFunc2()
    MsgBox "This is MyFunc2", vbInformation
End Function

Function MyFunc3()
    MsgBox "This is MyFunc3", vbInformation
End Function

Function MyFunc4()
    MsgBox "This is MyFunc4", vbInformation
End Function